-19.1%
RKT vs LDOS
-31.1%
+12.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.4% | +0.8% |
| 7D | -3.8% | -1.3% | -2.5% | -3.4% |
| 30D | +32.8% | +10.1% | +22.7% | +28.0% |
| 3M | +0.8% | -4.7% | +5.5% | +2.2% |
| 6M | -2.6% | +5.6% | -8.2% | -4.4% |
| YTD | -25.4% | -25.1% | -0.3% | -12.9% |
| 1Y | -19.1% | -31.7% | +12.6% | +5.3% |
| All | -19.1% | -31.1% | +12.0% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LDOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling